A model for dependent default with hyperbolic attenuation effect and valuation of credit default swap (Q940499)
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scientific article; zbMATH DE number 5318325
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A model for dependent default with hyperbolic attenuation effect and valuation of credit default swap |
scientific article; zbMATH DE number 5318325 |
Statements
A model for dependent default with hyperbolic attenuation effect and valuation of credit default swap (English)
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1 September 2008
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change of measure
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CDS
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